How do you power BLDC in a small project?

I'm completely new to this, starting to learn embedded, microcontrollers, controlling the motors etc. First thing I wanted to do is control a BLDC. I have ESC and I have a microcontroller. I thought I can power the motor using some simple cheap batteries? When I started exploring I found out that these batteries apparently are not sufficient because ESC can draw a large current? Of course you can wire them in series and parallel but it's not safe apparently. What type of battery do I need? I'm trying to minimize cost and also something that is safe to keep at home, so I don't have to worry about it burning my house